First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions

DOI10.1088/1751-8121/AB8B37OpenAlexW2985256294MaRDI QIDQ5870643FDOQ5870643

Asem Wardak

Publication date: 23 January 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.04311

Recommendations

• To hit or to pass it over-remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains
• Properties of Lévy flights on an interval with absorbing boundaries
• First-passage properties of asymmetric Lévy flights
• First passage and arrival time densities for Lévy flights and the failure of the method of images
• Asymmetric Lévy flights in the presence of absorbing boundaries
• Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
• Diffusion and annihilation reactions of Levy flights with bounded long-range hoppings
• First passage time moments of asymmetric Lévy flights
• Langevin approach to Lévy flights in fixed potentials: exact results for stationary probability distributions
• Residual mean first-passage time for jump processes: theory and applications to Lévy flights and fractional Brownian motion

zbMATH Keywords

stochastic analysisfirst passageleapoversLévy flights

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

Cites Work

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Cited In (9)

• Role of long jumps in Lévy noise-induced multimodality
• Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
• Extreme statistics of superdiffusive Lévy flights and every other Lévy subordinate Brownian motion
• Fractional advection diffusion asymmetry equation, derivation, solution and application
• Mean exit time in irregularly-shaped annular and composite disc domains
• Properties of Lévy flights on an interval with absorbing boundaries
• Bypassing the truncation problem of truncated Lévy flights
• First passage time moments of asymmetric Lévy flights
• Convergence of consistent and inconsistent schemes for fractional diffusion problems with boundaries

Uses Software

• Mathematica

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